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4.3 Model-Free Techniques   119


                               A non-informative ROC curve corresponds to the diagonal line of Figure 4.33,
                             with  sensitivity  =  1  -  specificity.  In  this  case,  the  true  detection  rate  of  the
                             abnormal  situation is the same as the false detection rate. The  best  compromise
                             decision of sensitivity=specificity=0.5 is then as good as flipping a coin.
                               One of  the  uses of  the ROC curve is related to the issue of  choosing the  best
                             decision threshold that discriminates both situations, in the case of the example, the
                             presence of the impulses from the presence of the noise alone. Let us address this
                             discriminating issue as a  cost  decision issue  as  we  have  done  in  section 4.2.1.
                             Representing the sensitivity and specificity of the method for a threshold A by s(A)
                             andf(A) respectively, and  using the same notation as in  (4-17), we can write the
                             total risk as:











                                In order to obtain the best threshold  we  minimize the risk R by differentiating
                              and equalling to zero, obtaining then:






                                The point  of  the  ROC curve where the slope has  the  value given by  formula
                              (4-42) represents the optimum operating point or, in other words, corresponds to
                              the  best  threshold  for  the  two-class  problem.  Notice  that  this  is  a  model-free
                              technique of  choosing a feature threshold for discriminating two classes, with  no
                              assumptions concerning the specific distributions of the patterns.
                                Let  us  now  assume that,  in  a given  situation, we  assign  zero  cost  to  correct
                              decisions, and  a cost that is inversely proportional to the prevalences to a wrong
                              decision.  Then  the slope of  the  optimum  operating point is at 45", as shown in
                              Figure  4.33b.  For  the  impulse  detection  example  the  best  threshold  would  be
                              somewhere between 2 and 3.
                                Another  application of  the  ROC  curve  is  in  the comparison of  classification
                              methods. Let  us  consider the FHR  Apgar  dataset, containing several parameters
                              computed from foetal heart rate (FHR) tracings obtained previous to birth, as well
                              as the  so-called Apgar index. This is a ranking index, measured  on  a one-to-ten
                              scale,  and  evaluated  by  obstetricians  taking  into  account  several  clinical
                              observations of a newborn baby. Imagine that two FHR parameters are measured,
                               ABLTV  and ABSTV (percentage of abnormal long term and short term variability,
                               respectively), and  one wants to elucidate which  of  these parameters is  better in
                               clinical  practice  for  discriminating  an  Apgar  > 6  (normal  situation)  from  an
                               Apgar I6 (abnormal or suspect situation).
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